Stochastic Differential Equations in Infinite Dimensions with Applications to Stochastic Partial Differential Equations /

The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is intended for graduate students and for pure and applied mathematicians, physicists, engineers, prof...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Gawarecki, Leszek (Author), Mandrekar, Vidyadhar (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2011.
Edition:1st ed. 2011.
Series:Probability and Its Applications
Subjects:
Probabilities.
Differential equations.
Social sciences-Mathematics.
Mathematics.
Probability Theory.
Differential Equations.
Mathematics in Business, Economics and Finance.
Applications of Mathematics.
Online Access:Texto Completo
Table of Contents:
  • Preface
  • Part I: Stochastic Differential Equations in Infinite Dimensions
  • 1.Partial Differential Equations as Equations in Infinite
  • 2.Stochastic Calculus
  • 3.Stochastic Differential Equations
  • 4.Solutions by Variational Method
  • 5.Stochastic Differential Equations with Discontinuous Drift
  • Part II: Stability, Boundedness, and Invariant Measures
  • 6.Stability Theory for Strong and Mild Solutions
  • 7.Ultimate Boundedness and Invariant Measure
  • References
  • Index.

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